Bayesian one sided testing for the scale parameter of Lindley distribution

Abstract

In this paper, we consider the problem of one sided testing on the scale parameter of Lindley distribution. We propose default Bayesian testing procedures for the scale parameters under Jeffreys’ priors. Jeffreys’ prior was usually improper which yielded a calibration problem that made the Bayes factor to be defined up to a multiplicative constant. Therefore we propose the default Bayesian testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under Jeffreys’ priors. We compared the proposed procedure using a Simulation study and an example are provided.